Gerd Infanger

发表

Solving linear programs under uncertainty, using decomposition, importance sampling and parallel processors. Progress report

George B. Dantzig, Peter W. Glynn, Gerd Infanger, 1994 .

A Probabilistic Lower Bound for Two-Stage Stochastic Programs

George B. Dantzig, Gerd Infanger, G. Dantzig, 2010 .

Cut sharing for multistage stochastic linear programs with interstage dependency

Gerd Infanger, David P. Morton, G. Infanger, 1996, Math. Program..

Simulation-based confidence bounds for two-stage stochastic programs

Peter W. Glynn, Gerd Infanger, P. Glynn, 2013, Mathematical Programming.

Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs

Gerd Infanger, G. Infanger, 1991, Ann. Oper. Res..

A Complementarity Framework for Forward Contracting Under Uncertainty

Peter W. Glynn, Gerd Infanger, Uday V. Shanbhag, 2011, Oper. Res..

GAMS/DECIS User's Guide

Gerd Infanger, 1999 .

Intelligent control and optimization under uncertainty with application to hydro power

George B. Dantzig, Gerd Infanger, G. Dantzig, 1997 .

Multi-stage stochastic linear programs for portfolio optimization

George B. Dantzig, Gerd Infanger, G. Dantzig, 1993, Ann. Oper. Res..

Planning under uncertainty

Gerd Infanger, 1992 .

TECHNIQUES FOR INCORPORATING EXPECTED VALUE CONSTRAINTS INTO STOCHASTIC PROGRAMS

Gerd Infanger, G. Infanger, 2022 .

Dynamic asset allocation strategies using a stochastic dynamic programming aproach

Gerd Infanger, G. Infanger, 2008 .

4.6. Special programming models

Gerd Infanger, Walter C. Labys, Thomas Kuczmowski, 1990 .

5.2 Decomposition and importance sampling for stochastic linear models

Gerd Infanger, Robert Entriken, G. Infanger, 1990 .